+1,534.2%
VSH vs KIM
+3,058.9%
-1,524.7%
-96.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -0.2% | +4.6% | +4.5% |
| 7D | +4.1% | +0.4% | +3.6% | +3.8% |
| 30D | -4.2% | -4.0% | -0.2% | -2.5% |
| 3M | -50.0% | +0.5% | -50.5% | -50.5% |
| 6M | +80.2% | +3.6% | +76.6% | +75.8% |
| YTD | +121.1% | +20.4% | +100.7% | +101.0% |
| 1Y | +112.0% | +9.7% | +102.3% | +101.0% |
| 3Y | +22.5% | +46.0% | -23.5% | +2.9% |
| 5Y | +64.0% | +34.4% | +29.6% | +41.2% |
| 10Y | +170.4% | +29.3% | +141.1% | +114.0% |
| All | +1,534.2% | +3,058.9% | -1,524.7% | +386.7% |
Cumulative growth
Daily Returns
Daily percentage return beside KIM.
Daily Out/Under-Performance
Portfolio return minus KIM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KIM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded KIM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling